For exmample, A stateful bean can serve only one client at a time. so if you have only one bean serving all the clinets, you pay have long waiting for processing request of each client. Even in case of a sateless session bean , only one client can acess it's method at a time.
The first step in making new beans of any type is making new instance of the bean class. so that is clear from java poitn too, right?